From a server in Azure I can ping any address on 10.1.251.0/24, but no other VLAN. I know that you can build and utilize static routes in Azure, but I'm really lost on how to and what to point the routes to. Meaning, what should their next hop be?

So as an example, how can I tell Azure that if I want it to find a computer on the 10.2.251.0/24 subnet, that it has to go to my on-premises router? Also what's the hop it needs to take? Is it just point all traffic to 10.1.251.1 as Azure can already see that IP?

This is done on the azure portal. You need to tell Azure about all your local network ranges
– Drifter104Dec 14 '15 at 22:27

I actually did that. The local network used for that VPN tunnel has list listed. 192.168.251.0/24,10.1.251.0/24,10.2.251.0/24,10.3.251.0/24,10.4.251.0/24 It's just not working or passing traffic, so might my router be not routing correctly?
– NSHDec 14 '15 at 22:33

Did the script you downloaded contain all the local network ranges?
– Drifter104Dec 14 '15 at 22:39